The New Zealand Herald is reporting the team was inside the mosque for Friday prayer but strength and conditioning coach Mario Villavarayen said they were all safe.

"The players are shaken up but fine. I spoke to one of them shortly after (the incident)," he said. "They didn't see anything but heard gunshots. They were at the ground (Hagley Oval) and just started running.

"The coaching staff were all at the hotel. The players just started running when they heard the shots. I don't know how many (shots) there were. This happened at about 1.45pm."

ESPN cricinfo correspondent Mohammad Isam, who is in New Zealand covering the tour, filmed a group of players walking through nearby Hagley Park.

Bangladesh has been touring New Zealand since early February but is so far winless, having been swept 3-0 in an ODI series and losing by an innings in the first two Tests.

A New Zealand Cricket spokesperson told stuff.co.nz could not confirm if the third Test would go ahead because of the "unfolding situation".